I think the file is downloaded in a temporary directory and before krita tries to load it it is removed by something, may be antivirus program or windows itself.
Yes it is not a matter of the operating system but a matter of what your actually carrying in the clipboard. And a reference to what and where. Depending on the site you will have more open galleries compared to others that will give more info to drag I think.
I don’t think it has to do with the antivirus. If it was the case, it wouldn’t work at all, even with the portable version.
Have reported this as a bug at 481617 – Drag n dropped image from web will not open (kde.org)
I am using Kubuntu (Linux) and this function was not working as it worked on Windows (Even using other distributions), i thought it wasn´t working cuz of the OS until i tested other browsers. I couldn´t drag and drop image from Chrome / Brave / Vivaldi but it worked on Firefox
Is this feature available for Android? I know that drag and drop images from various sites is possible in general (I tested it in other apps) but not sure if Krita supports it on android tablets, it doesnt seem to work, I tried dragging and dropping from firefox/chrome/samsung internet, I can see the image dragging across the screen but Krita doesnt respond in any way, not even an error
Also see this topic for Android:
Images copied from other applications cannot be pasted directly into Krita